-9.3%
SHOP vs NTAP
+135.7%
-144.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -8.8% |
| 7D | -4.1% | +3.3% | -7.4% | -6.2% |
| 30D | -11.5% | -0.2% | -11.3% | -11.9% |
| 3M | +21.1% | +11.4% | +9.7% | +10.6% |
| 6M | +3.0% | +88.7% | -85.7% | -39.5% |
| YTD | -16.7% | +78.9% | -95.6% | -49.3% |
| 1Y | -8.3% | +58.8% | -67.1% | -38.6% |
| 3Y | +112.8% | +153.5% | -40.7% | -14.9% |
| 5Y | -9.3% | +136.7% | -146.0% | -63.6% |
| All | -9.3% | +135.7% | -144.9% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling